+91.7%
USB vs XYZ
+597.2%
-505.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.8% |
| 7D | 0.0% | +12.1% | -12.1% | -2.1% |
| 30D | +5.8% | +12.4% | -6.5% | +3.5% |
| 3M | -6.0% | +8.2% | -14.1% | -7.5% |
| 6M | +7.8% | +20.7% | -12.9% | +3.6% |
| YTD | +14.6% | +31.3% | -16.7% | +7.6% |
| 1Y | +31.8% | +20.5% | +11.3% | +25.3% |
| 3Y | +91.5% | +72.6% | +18.9% | +66.1% |
| 5Y | +22.0% | -64.0% | +86.0% | +25.5% |
| All | +91.7% | +597.2% | -505.5% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded XYZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling